ΕΘΝΙΚΟ ΜΕΤΣΟΒΙΟ ΠΟΛΥΤΕΧΝΕΙΟ | ΜΕΤΑΠΤΥΧΙΑΚΟ ΠΡΟΓΡΑΜΜΑ ΣΠΟΥΔΩΝ | ΕΠΙΣΤΗΜΗ ΔΕΔΟΜΕΝΩΝ ΚΑΙ ΜΗΧΑΝΙΚΗ ΜΑΘΗΣΗ

Computational Statistics and Stochastic Optimization

Description

Kernel Density Estimation. Nadaraya Watson Kernel Regression. Stochastic Simulation. Inverse Transform Sampling. Rejection Method. Variance Reduction. Importance Sampling. Resampling Methods: Bootstrap and Jackknife. Cross-Validation. Stochastic Optimization: Genetic Algorithm, Simulated Annealing, Tabu Search. EM Algorithm. Variable Selection. Shrinkage Methods: Ridge and Lasso. 

Professors
Semester
Spring Semester
Category
Obligatory
Lecture Hours
3 hours
Credits
5